There are actually two types of wheel/rim mounting/centering methods. One uses tapered lug nuts to center the wheel, while the other uses the center hub to center the inner shoulder of the wheel on the hub. If you are using non-tapered lug nuts and the diameter of the hub and center hole of the wheel are not very close to the same diameter, loosening may occur during normal driving. Make sure you are using the correct lug nuts, and also make sure the hub and inside wheel diameters are proper. You may find that the wheel, even when torqued properly, is still sitting a small distance form the center hub because the inside diameter of the wheel is too small to fit properly onto the hub - not good. Once properly torqued, it is not normal for them to loosen at all if those two things are correct.